Access Statistics for Dietmar Bauer

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Autoregressive Approximations of Multiple Frequency I(1) Processes 0 0 0 95 0 0 0 658
Autoregressive Approximations of Multiple Frequency I(1) Processes 0 0 0 70 0 0 0 215
Estimating Cointegrated Systems Using Subspace Algorithms 0 0 0 129 0 0 1 342
Persistence-robust Granger causality testing 0 0 2 215 0 0 5 500
Using Subspace Methods for Estimating ARMA Models for Multivariate Time Series with Conditionally Heteroskedastic Innovations 0 0 0 244 0 1 1 797
Variances of Population Projections: Comparison of Two Approaches 0 0 0 53 0 0 2 278
Total Working Papers 0 0 2 806 0 1 9 2,790


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A STATE SPACE CANONICAL FORM FOR UNIT ROOT PROCESSES 0 0 1 18 0 1 3 60
ALMOST SURE BOUNDS ON THE ESTIMATION ERROR FOR OLS ESTIMATORS WHEN THE REGRESSORS INCLUDE CERTAIN MFI(1) PROCESSES 0 0 0 2 0 0 1 34
Comparing the CCA Subspace Method to Pseudo Maximum Likelihood Methods in the case of No Exogenous Inputs 0 0 1 37 0 0 1 148
ESTIMATING LINEAR DYNAMICAL SYSTEMS USING SUBSPACE METHODS 0 0 0 30 0 1 1 72
Estimating ARMAX systems for multivariate time series using the state approach to subspace algorithms 0 0 0 30 0 0 0 124
Estimating cointegrated systems using subspace algorithms 1 3 5 73 1 3 6 210
Persistence-robust surplus-lag Granger causality testing 2 5 5 42 7 11 15 161
USING SUBSPACE METHODS FOR ESTIMATING ARMA MODELS FOR MULTIVARIATE TIME SERIES WITH CONDITIONALLY HETEROSKEDASTIC INNOVATIONS 0 0 0 2 1 1 2 28
Using subspace algorithm cointegration analysis: Simulation performance and application to the term structure 0 1 1 27 0 1 1 105
Total Journal Articles 3 9 13 261 9 18 30 942


Statistics updated 2025-06-06